1. For any $a\in A$, we have $a\in \\{a\\}\subseteq A$; hence $a\in \bigcup \mathcal{P}(A)$.
2. For any $a\in \bigcup \mathcal{P}(A)$, there is some $B\in \mathcal{P}(A)$ with $a\in B$. But then $a\in B\subseteq A$, so $a\in A$.
The nature of the elements of $A$ are irrelevant; in your case they happen to be sets but it doesn't matter.